Articles by R and Finance

Package GetDFPData

December 6, 2017 | R and Finance

Downloading Annual Financial Reports and Corporate Events from B3 (formerly Bovespa) - Financial statements of companies traded at B3 (formerly Bovespa), the Brazilian stock exchange, are available in its website. Accessing the da... [Read more...]

New Package GetITRData

September 29, 2017 | R and Finance

Downloading Quarterly Financial Reports from Bovespa - Financial statements of companies traded at B3 (formerly Bovespa), the Brazilian stock exchange, are available in its website. Accessing the data for a single company is strai... [Read more...]

Brazilian Yield Curve

September 14, 2017 | R and Finance

The latest version of GetTDData offers function get.yield.curve to download the current Brazilian yield curve directly from Anbima. The yield curve is a financial tool that shows how, based on current prices of fixed income instru... [Read more...]

Recreating the LOB

September 10, 2017 | R and Finance

Update to GetHFData (Version 1.4) - GetHFData newest version (1.4) allows the recreation of the LOB (limit order book) based on order data. A limit order book is the standard format that trading occurs in most exchanges. Order are... [Read more...]

Package GetLattesData

September 4, 2017 | R and Finance

Downloading and reading bibliometric data from Lattes - Lattes is the largest and unique platform for academic curriculumns. There you can find information about the academic work of ALL Brazilian scholars. It includes institution... [Read more...]

Update to GetHFData (Version 1.3)

May 29, 2017 | R and Finance

- I just posted a major update to GetHFData. Version 1.3 of GetHFData makes it possible to download and aggregate order data from Bovespa. The data comprises buy and sell orders sent by market operators. Tabular data includes t... [Read more...]

Studying CRAN package names

May 9, 2017 | R and Finance

- Setting a name for a CRAN package is an intimate process. Out of an infinite range of possibilities, an idea comes for a package and you spend at least a couple of days writing up and testing your code before submitting to CRAN... [Read more...]

My book (pafdR) is out!

May 4, 2017 | R and Finance

- I’m pleased to announce that my book, Processing and Analyzing Financial Data with R, is finally ready! The book is a long term project that I always desired to do. It summarises everything that I wish I knew when I started t... [Read more...]

New book and package pmfdR

March 26, 2017 | R and Finance

Processing and modelling financial data with R - My Portuguese book about finance and R was published a couple of months ago and, given its positive feedback, I decided to work on the english version immediately. You can find det... [Read more...]

Using R to study tennis players

February 13, 2017 | R and Finance

Looking at winning records of ATP top players and Brazilian tennists - In the previous post about tennis, we studied how changes in ball’s composition in hard and grass courts affected the game back in 2000. In this post, we wil... [Read more...]


February 10, 2017 | R and Finance

Serving book exercises in the web with Shiny and Exams - As you may know, I recently published a R book in amazon. I decided to keep R exercises out of the book and serve them freely over the web. This was not a difficult decision... [Read more...]

My Book is out!

February 6, 2017 | R and Finance

I am happy to announce that my book about R and Finance (in portuguese) is finally available! The idea of writing a book about R started back in the end of 2015, when I decided to try something different than research papers. W... [Read more...]
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